-9.3%
SHOP vs GSK
+46.9%
-56.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.9% | -7.3% |
| 7D | -4.1% | -4.2% | +0.1% | -3.6% |
| 30D | -11.5% | -7.5% | -4.0% | -10.8% |
| 3M | +21.1% | -3.3% | +24.3% | +21.4% |
| 6M | +3.0% | -9.3% | +12.3% | +3.9% |
| YTD | -16.7% | +1.6% | -18.3% | -17.6% |
| 1Y | -8.3% | +25.5% | -33.8% | -12.6% |
| 3Y | +112.8% | +49.3% | +63.6% | +89.1% |
| 5Y | -9.3% | +46.7% | -55.9% | -28.0% |
| All | -9.3% | +46.9% | -56.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling